Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 3.14% | 0.64 CHF | 0.67 CHF | 66,373 | 20,000 | 63,666 | 20,000 | 43,837 CHF | 14,230 CHF | 100.00% | 100.00% |
19/11/2024 | 3.31% | 0.65 CHF | 0.67 CHF | 65,559 | 20,000 | 66,197 | 20,000 | 42,689 CHF | 13,338 CHF | 100.00% | 100.00% |
18/11/2024 | 4.15% | 0.66 CHF | 0.68 CHF | 65,882 | 20,000 | 66,522 | 17,243 | 42,667 CHF | 11,518 CHF | 100.00% | 100.00% |
15/11/2024 | 3.11% | 0.68 CHF | 0.71 CHF | 64,798 | 20,000 | 63,831 | 20,000 | 44,406 CHF | 14,354 CHF | 100.00% | 100.00% |
14/11/2024 | 3.00% | 0.74 CHF | 0.76 CHF | 61,851 | 20,000 | 62,589 | 20,000 | 45,463 CHF | 14,973 CHF | 99.22% | 99.22% |
13/11/2024 | 3.49% | 0.68 CHF | 0.71 CHF | 64,681 | 20,000 | 66,099 | 19,750 | 43,336 CHF | 13,417 CHF | 99.36% | 99.36% |
12/11/2024 | 3.12% | 0.68 CHF | 0.70 CHF | 64,875 | 20,000 | 63,105 | 20,000 | 44,813 CHF | 14,656 CHF | 100.00% | 100.00% |
11/11/2024 | 2.79% | 0.75 CHF | 0.77 CHF | 61,264 | 20,000 | 58,855 | 20,000 | 47,198 CHF | 16,510 CHF | 100.00% | 100.00% |
08/11/2024 | 3.25% | 0.75 CHF | 0.77 CHF | 60,577 | 20,000 | 61,047 | 20,000 | 45,450 CHF | 15,384 CHF | 100.00% | 100.00% |
07/11/2024 | 3.27% | 0.72 CHF | 0.74 CHF | 62,234 | 20,000 | 62,150 | 19,349 | 45,222 CHF | 14,568 CHF | 98.73% | 98.73% |